+99.4%
WMT vs IBM
+77.1%
+22.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.3% |
| 7D | -0.2% | +3.6% | -3.8% | -0.4% |
| 30D | -5.8% | +1.5% | -7.4% | -5.9% |
| 3M | -10.8% | -12.9% | +2.1% | -10.7% |
| 6M | -14.3% | -3.9% | -10.4% | -14.7% |
| YTD | -4.4% | -17.3% | +12.9% | -3.1% |
| 1Y | +4.3% | -5.0% | +9.3% | +2.8% |
| All | +99.4% | +77.1% | +22.2% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling